In "Crystalus," you can skip the green gem to make a very long level a little shorter.

In "Isle of Tar," you can actually skip all the gems by using the Impossible Pogo Trick. While I had someone inform my of the Crystalus shortcut, I discovered this one on my own. I could never find the first gem, so until recently I had assumed this was the intended way to beat the level while the rest of it was a huge trolling joke by the developers.

Are there any other huge shortcuts in the Keen games you've found (not necessarily ones that skip keys)?

If you do a physics defying leap to reach the top of the chamber where the yellow gem holder and the red gem are, there are a bunch of tiny platforms at the top of Crystalus that you can pogo across. After bouncing off the last one, move as far right as possible to enter the chamber with the yellow gem from the other side.

Although, apparently my "Isle of Tar" shortcut can only be done on easy difficulty (where your pogo stick has a little more power), so the same may be true here; I don't know. Does anyone know for sure?

but I haven't heard about that Isle of Tar gap jump. maybe because I haven't played this game on easy mode in a like at least a decade or so. but if you are about to skip the whole level you'll miss the most beautiful secrets in the whole game. especially the secret Skypest spot is worth playing the whole level. and I always loved to encounter these Wormouths.

(off topic: @keenmaster486, do you know anything about so called Slit-Scan-Cameras?!)

Not sure if this one counts as a shortcut:
In the Moon pyramid, if you find the secret to get on top of the pyramid (above the big yellow bricks), go to the right border of level and you'll be able to exit the level without having the yellow gem.